Euribor futures & options
SONIA futures & options
ESTR Futures and Options
Long Gilt Futures and Options
SARON Futures
February highlights
3M ESTR Futures
- Record Open Interest (OI) at 2,601,164 (27th February)
- Record volume day at 925,382 lots (3rd February)
- Record volume month at 8,322,653 lots
- Record ADV month at 416k lots
ECB Dated Futures
- Record volume month at 450,849 lots
- Record volume day at 222,780 (4th February)
Euribor Options
- Highest Open Interest (OI) since March 2010 at 17,792,833
Long Gilt Futures
- Record volume day at 1,770,869 lots (23rd February)
SONIA Futures
- Record volume day at 2,745,201 lots (5th February)
- Record Open Interest (OI) at 3,901,114 (24th February)
SONIA Options
- Record Open Interest (OI) 13,173,855 (26th February)
- Record volume month at 9,323,000 lots
- Record ADV month at 466,150 lots
MPC Dated SONIA Futures
- Record Open Interest (OI) at 51,382 lots (29th January)
Products in focus
ECB Dated ESTR Futures
- Get direct exposure to the ECB’s rate decisions via our latest STIR innovation
- Futures dates mirror the exact ECB maintenance period dates
- Sits alongside our existing, liquid 3-month ESTR & Euribor contracts and offers significant margin offsets
- Cash settled
MPC Dated SONIA Futures
- Get direct exposure to the Bank of England’s rate decisions via our latest STIR innovation
- Futures dates mirror the exact MPC rate setting dates
- Sits alongside our existing, liquid 3-month SONIA contract and offers significant margin offsets
- Cash settled
Medium Gilt Futures
- ICE Medium Gilt Futures contract is a future deliverable into eligible UK government debt securities with maturities of 4 years to 6 years & 3 months and an original term to maturity of 11 years or less
- Functionality to execute Medium Gilt futures vs Long Gilt futures as a one line spread via the inter-commodity spread (ICS). Trades in a 2:1 ratio
- Trades alongside Long Gilt Futures & Options and Ultra Long Gilt Futures
Long EU Bond Index Futures Contract
- A unique approach to EU bonds with a cash settled future
- Get exposure to EU bonds with the listed derivative advantages of screen transparency, liquidity and margining
- Based on an index from ICE Data Indices (IDI) who offer approx. 6,000 indices tracking more than €100trn in debt
- The last trade date aligns with the benchmark Euro area govt bond futures
- Historical volatility of the index is similar to that of the other benchmark European bond futures